Fabienne Comte

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Person:188418

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zbMath Open comte.fabienneMaRDI QIDQ188418

List of research outcomes

PublicationDate of PublicationType
Nonparametric adaptive estimation for interacting particle systems2024-01-02Paper
Spline regression for hazard rate estimation when data are censored and measured with error2023-12-13Paper
On a projection estimator of the regression function derivative2023-11-21Paper
Nonparametric drift estimation from diffusions with correlated Brownian motions2023-09-19Paper
Linear functional estimation under multiplicative measurement error2023-06-02Paper
Hazard regression with noncompactly supported bases2022-08-02Paper
Kernel estimation for Lévy driven stochastic convolutions2022-01-10Paper
Nonparametric estimation for i.i.d. paths of fractional SDE2021-11-11Paper
On a Nadaraya-Watson estimator with two bandwidths2021-08-09Paper
Spectral cut-off regularisation for density estimation under multiplicative measurement errors2021-08-09Paper
Nonparametric estimation for i.i.d. Gaussian continuous time moving average models2021-07-15Paper
Drift estimation on non compact support for diffusion models2021-04-27Paper
Nonparametric drift estimation for i.i.d. paths of stochastic differential equations2021-02-26Paper
From regression function to diffusion drift estimation in nonparametric setting2020-07-27Paper
Regression function estimation as a partly inverse problem2020-07-20Paper
Bandwidth selection for the Wolverton-Wagner estimator2020-02-28Paper
Regression function estimation on non compact support in an heteroscesdastic model2020-02-28Paper
Nonparametric survival function estimation for data subject to interval censoring case 22019-10-29Paper
Nonparametric estimation in fractional SDE2019-10-23Paper
Laplace Deconvolution on the Basis of Time Domain Data and its Application to Dynamic Contrast-Enhanced Imaging2019-06-12Paper
Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)2019-03-21Paper
Hazard estimation with censoring and measurement error: application to length of pregnancy2018-11-07Paper
Laguerre and Hermite bases for inverse problems2018-08-14Paper
Laguerre deconvolution with unknown matrix operator2018-02-28Paper
Nonparametric density and survival function estimation in the multiplicative censoring model2018-02-01Paper
Correction to: ``Nonparametric Laguerre estimation in the multiplicative censoring model2017-12-08Paper
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation2017-10-10Paper
Nonparametric Laguerre estimation in the multiplicative censoring model2017-01-11Paper
https://portal.mardi4nfdi.de/entity/Q29539022017-01-06Paper
Adaptive estimation of the dynamics of a discrete time stochastic volatility model2016-07-25Paper
Nonparametric weighted estimators for biased data2016-04-22Paper
Adaptive Estimation for Lévy Processes2016-02-24Paper
Estimation of the Jump Size Density in a Mixed Compound Poisson Process2016-01-08Paper
Estimation of convolution in the model with noise2015-12-04Paper
Density deconvolution from repeated measurements without symmetry assumption on the errors2015-09-10Paper
Discussion of ``Hypothesis testing by convex optimization2015-08-25Paper
Adaptive Laguerre density estimation for mixed Poisson models2015-06-02Paper
Lévy matters IV. Estimation for discretely observed Lévy processes2014-12-02Paper
Adaptive functional linear regression2014-09-15Paper
Deconvolution Estimation of Onset of Pregnancy with Replicate Observations2014-05-26Paper
Nonparametric estimation for stochastic differential equations with random effects2014-04-28Paper
Nonparametric density estimation in compound Poisson processes using convolution power estimators2014-03-24Paper
Adaptive estimation in circular functional linear models2014-03-10Paper
Nonparametric estimation for survival data with censoring indicators missing at random2014-01-27Paper
Fast nonparametric estimation for convolutions of densities2014-01-21Paper
Anisotropic adaptive kernel deconvolution2013-06-06Paper
Adaptive density estimation in the pile-up model involving measurement errors2013-05-28Paper
Cumulative distribution function estimation under interval censoring case 12013-05-27Paper
https://portal.mardi4nfdi.de/entity/Q49216702013-05-13Paper
https://portal.mardi4nfdi.de/entity/Q49131992013-04-03Paper
Adaptive estimation of the conditional intensity of marker-dependent counting processes2013-03-26Paper
Nonparametric estimation of random-effects densities in linear mixed-effects model2012-12-20Paper
Multiplicative Kalman filtering2012-11-15Paper
Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging2012-07-10Paper
Convolution power kernels for density estimation2012-05-18Paper
Data-Driven Density Estimation in the Presence of Additive Noise with unknown Distribution2011-11-21Paper
Conditional mean residual life estimation2011-07-22Paper
Estimation for Lévy processes from high frequency data within a long time interval2011-06-29Paper
Minimax estimation of the conditional cumulative distribution function2011-06-08Paper
Nonparametric estimation for stochastic volatility models2011-04-06Paper
Nonparametric density estimation in presence of bias and censoring2011-01-22Paper
Adaptive estimation of linear functionals in the convolution model and applications2010-11-15Paper
Nonparametric adaptive estimation for pure jump Lévy processes2010-10-04Paper
https://portal.mardi4nfdi.de/entity/Q35805272010-08-13Paper
https://portal.mardi4nfdi.de/entity/Q35808462010-08-13Paper
ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS2010-04-08Paper
Pointwise deconvolution with unknown error distribution2010-03-29Paper
Nonparametric estimation for pure jump Lévy processes based on high frequency data2009-12-16Paper
Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model2009-08-08Paper
Adaptive Estimation of Hazard Rate with Censored Data2009-06-25Paper
Adaptive density deconvolution with dependent inputs2009-06-02Paper
Nonparametric adaptive estimation for integrated diffusions2009-04-02Paper
https://portal.mardi4nfdi.de/entity/Q54574072008-04-14Paper
Finite sample penalization in adaptive density deconvolution2008-03-28Paper
Penalized nonparametric mean square estimation of the coefficients of diffusion processes2008-01-09Paper
Penalized Projection Estimator for Volatility Density2007-12-16Paper
Penalized contrast estimator for adaptive density deconvolution2007-01-30Paper
https://portal.mardi4nfdi.de/entity/Q33743132006-03-09Paper
Nonparametric Estimation of the Regression Function in an Errors-in-Variables Model2005-11-04Paper
Super optimal rates for nonparametric density estimation via projection estimators2005-08-05Paper
Kernel deconvolution of stochastic volatility models2005-05-20Paper
A new algorithm for fixed design regression and denoising2005-03-14Paper
Adaptive estimation of mean and volatility functions in (auto-)regressive models.2005-02-25Paper
Asymptotic theory for multivariate GARCH processes.2003-04-02Paper
Semiparametric estimation in the (auto)-regressive \(\beta\)-mixing model with errors-in-variables2003-02-10Paper
Adaptive estimation in autoregression or \(\beta\)-mixing regression via model selection2002-11-14Paper
Model selection for (auto-)regression with dependent data2002-06-11Paper
Adaptive estimation of the spectrum of a stationary Gaussian sequence2002-03-26Paper
Second-Order Noncausality in Multivariate GARCH Processes2001-09-23Paper
Long memory in continuous-time stochastic volatility models2001-03-29Paper
Discrete and continuous time cointegration1999-01-01Paper
Régression sur le log périodogramme régularisé pour des processus gaussiens à densité spectrale bornée1998-05-25Paper
Long memory continuous time models1997-02-24Paper
SIMULATION AND ESTIMATION OF LONG MEMORY CONTINUOUS TIME MODELS1996-03-20Paper

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